- Duration: 12 months
- Location: Montreal
- Work Mode: Onsite (3x/week)
- Develop large-scale distributed systems to compute and report intra-day and end-of-day risks, PnL (Profit and Loss), and market scenarios to senior management, trading desks, controllers, and market risk department.
- Engage in greenfield projects to redesign pricing and workflow applications for sales and traders to maintain market competitiveness.
- Redesign Front to Back risk scenario infrastructure for the Fundamental Review of the Trading Book.
- Revamp the market data and marking system in a strategic cross-asset platform.
- Design APIs to allow pricing and risk analytics to be accessed programmatically by other internal systems and processes.
- Provide IT coverage for the Macro business in EMEA, interacting daily with sales/trading, desk strategies, operations, controllers, and the market risk department.
- Act as a technology provider to global Interest Rate trading desks.
- Strong academic record with a Bachelor's degree or higher in a computational field like Computer Science, Mathematics, Electrical Engineering, or a related discipline.
- Strong software engineering, analytical, and problem-solving skills.
- Strong interest in learning about the financial markets.
- Good written and verbal communication skills.
- Knowledge of the fixed income market, financial models, and risk management.
- Experience in financial risk calculation and management systems or trading tools development.
- Experience in distributed computing or cloud computing, Java/Scala performance tuning.
- Understanding of DevOps and Continuous Development Principles.
This role is for an existing vacancy.
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